The Art of Semiparametrics / edited by Stefan Sperlich, Wolfgang Härdle, Gökhan Ayd?nl?.

Springer eBooks

Asymptotic Theory for M-Estimators of Boundaries -- A Simple Deconvolving Kernel Density Estimator when Noise Is Gaussian -- Nonparametric Volatility Estimation on the Real Line from Low Frequency Data -- Linear Regression Models for Functional Data -- Penalized Binary Regression as Statistical Learning Tool for Microarray Analysis -- A Relaxed Iterative Projection Algorithm for Rank-Deficient Regression Problems -- About Sense and Nonsense of Non- and Semiparametric Analysis in Applied Economics -- Functional Nonparametric Statistics in Action -- Productivity Effects of IT-Outsourcing: Semiparametric Evidence for German Companies -- Nonparametric and Semiparametric Estimation of Additive Models with Both Discrete and Continuous Variables under Dependence.

This selection of articles has emerged from different works presented at the conference "The Art of Semiparametrics" celebrated in 2003 in Berlin. The idea was to bring together junior and senior researchers but also practitioners working on semiparametric statistics in rather different fields. The meeting succeeded in welcoming a group that presents a broad range of areas where research on, respectively with, semiparametric methods is going on. It contains mathematical statistics, econometrics, finance, business statistics, etc. and thus combines theoretical contributions with more applied and partly even empirical studies. Although each article represents an original contribution to its own field, they all are written in a self-contained way to be read also by non-experts of the particular topic. This volume therefore offers a collection of individual works that together show the actual large spectrum of semiparametric statistics.

Para consulta fuera de la UANL se requiere clave de acceso remoto.